Margin Risk Data Scientist: Models & Analytics

Charles Schwab Corporation; Westlake (TX); On-site; USD 120,000 - 170,000; Full time

Job summary

Charles Schwab Corporation is seeking a data science professional to lead margin and trading data projects within Corporate Risk Management. You will evaluate client and market data, develop models, document processes, and monitor production models.

The role emphasizes handling large datasets, risk pattern detection, and effective communication with stakeholders. Located in multiple cities including Westlake, the position offers flexible internal alignment and collaboration with an agile team to

Qualifications

• 5+ years of model development in financial services.
• Strong Python skills with data analysis frameworks.
• Experience with option models and trading models is preferred.

Responsibilities

• Design, improve, and deploy equity option and exposure models for financial risk analytics.
• Lead the management and maintenance of retail trading data sets.
• Collaborate with internal developers to connect models with core banking platforms.
• Document model development, deployment processes, and integration steps.
• Analyze large datasets, identify risk patterns, and translate insights into actionable models.
• Present methodologies and results to management and auditors.

Skills

Python

SQL

Data Visualization

Data Manipulation

Communication

Education

Bachelor’s or Master’s degree in CS/Math/Engineering/Data Science/Finance

Tools

Pandas

NumPy

PySpark

Job description

Charles Schwab Corporation is seeking a data science professional to lead margin and trading data projects within Corporate Risk Management. You will evaluate client and market data, develop models, document processes, and monitor production models.

The role emphasizes handling large datasets, risk pattern detection, and effective communication with stakeholders. Located in multiple cities including Westlake, the position offers flexible internal alignment and collaboration with an agile team to